Abstract Background Allergy immunotherapy ( AIT ) is the only treatment for allergic rhinitis ( AR ) and/or allergic asthma ( AA ) with long‐term efficacy. However, there are few real‐life data on the progression of AR and/or AA in patients receiving AIT . Objectives To assess the real‐world, long‐term efficacy of grass pollen sublingual immunotherapy ( SLIT ) tablets in AR and their impact on asthma onset and progression. Methods In a retrospective analysis of a German longitudinal prescription database, AR patients treated with grass pollen SLIT tablets were compared with a control group not having received AIT . Multiple regression analysis was used to compare changes over time in rescue symptomatic AR medication use after treatment cessation, asthma medication use, and the time to asthma onset in the two groups. Results After applying all selection criteria, 2851 SLIT and 71 275 control patients were selected for the study. After treatment cessation, AR medication use was 18.8 percentage points lower (after adjustment for covariates, and relative to the pretreatment period) in SLIT tablet group than in the non‐ AIT group ( P <.001). Asthma onset was less frequent in SLIT tablet group than in non‐ AIT group (odds ratio: 0.696, P =.002), and time to asthma was significantly longer (hazard ratio: 0.523; P =.003). After SLIT cessation, asthma medication use fell by an additional 16.7 percentage points (relative to the pretreatment period) in the SLIT tablet group vs the non‐ AIT group ( P =.004). Conclusions Real‐world treatment of AR patients with grass pollen SLIT tablets was associated with slower AR progression, less frequent asthma onset, and slower asthma progression.